An asset market integration test based on observable macroeconomic stochastic discount factors
by Peter N. Smith, S. Sorensen and M. R. Wickens
| Year of publication: |
Aug. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Smith, Peter N. (contributor) ; Sorensen, S. (contributor) ; Wickens, Michael R. (contributor) |
| Institutions: | University of York / Department of Economics and Related Studies (contributor) |
| Publisher: |
York : Dep. of Economics and Related Studies, Univ. of York |
| Subject: | Wertpapierhandel | Securities trading | Marktintegration | Market integration | Risikoprämie | Risk premium | Statistischer Test | Statistical test |
| Extent: | Online-Ressource, 23 p., text ill |
|---|---|
| Series: | Discussion papers in economics. - York : [Verlag nicht ermittelbar], ZDB-ID 2196322-8. - Vol. 2003,14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001837653